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subject:"Probability theory"
subject:"Simulation"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Probability theory
Simulation
Volatilität
Estimation theory
149
Schätztheorie
149
Time series analysis
44
Zeitreihenanalyse
44
Estimation
37
Schätzung
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Capital income
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Gallant, A. Ronald
2
Linton, Oliver
2
Abergel, Frédéric
1
Amado, Cristina
1
Amengual, Dante
1
Andreou, Alena
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Asai, Manabu
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1
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1
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Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
176
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Economics letters
57
Discussion paper / Tinbergen Institute
55
Econometric reviews
52
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
35
European journal of operational research : EJOR
34
Econometric theory
28
Discussion paper / Center for Economic Research, Tilburg University
26
International journal of forecasting
26
Economic modelling
24
Computational economics
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Statistics in transition : an international journal of the Polish Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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Finance research letters
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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CREATES research paper
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Journal of banking & finance
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Operations research
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Discussion paper
14
International journal of theoretical and applied finance
14
Journal of forecasting
14
Discussion paper series / IZA
13
Econometrics : open access journal
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Insurance / Mathematics & economics
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Journal of economic dynamics & control
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Journal of financial econometrics
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Journal of risk and financial management : JRFM
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Working paper
13
Working paper / National Bureau of Economic Research, Inc.
13
Journal of applied econometrics
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Report / Econometric Institute, Erasmus University Rotterdam
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Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
2
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
3
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
4
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
5
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
6
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
7
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
8
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
9
Reflections on the probability space induced by moment conditions with implications for Bayesian inference
Gallant, A. Ronald
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 229-247
Persistent link: https://www.econbiz.de/10011588992
Saved in:
10
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
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